Last Update: 21 Jan 2020 21:15 GMT+0

The Egypt 10Y Government Bond has a 13.960% yield.

10 Years vs 2 Years bond spread is -18.6 bp.
Yield Curve is inverted in Long-Term vs Short-Term Maturities.

Central Bank Rate is 12.25% (last modification in November 2019).

The Egypt credit rating is B, according to Standard & Poor's agency.

Current 5-Years Credit Default Swap quotation is 248.47 and implied probability of default is 4.14%.

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Yield Comparison Spread Curve Convexity
2Y vs 1Y 34.5 bp Normal Convexity in Short-Term Maturities
5Y vs 2Y -19 bp Yield Curve is inverted in Mid-Term vs Short-Term Maturities
10Y vs 2Y -18.6 bp Yield Curve is inverted in Long-Term vs Short-Term Maturities
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Rating Agency Rating Outlook
Standard & Poor's
B
-
Moody's Investors Service
B2
-
Fitch Ratings
B+
-
DBRS
-
-
Egypt Credit Ratings History
Interest Rates
Central Bank Rate 12.25%
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Credit Default Swap CDS Value Var % 1W Var % 1M Var % 1Y Implied PD
5 Years CDS 248.47 -6.94 % -12.97 % -39.05 % 4.14 %

Egypt Government Bonds

List of available Government Bonds. Click on the "Residual Maturity" link to get historical serie. Click on the Forecast link , to see preditions of bond yield.
Price refers to a hypothetical zero coupon bond, with a face value 100.

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Residual
Maturity
Yield ZC Price Fx
Last Chg 1M Chg 6M Last Chg 1M Chg 6M
3 months 14.905% -139.9 bp -282.0 bp
6 months 14.374% -105.6 bp -312.7 bp
9 months 13.993% -107.1 bp -339.5 bp
1 year 13.801% -84.5 bp -319.9 bp 87.87 +0.73 % +2.81 %
2 years 14.146% -73.5 bp -227.5 bp 76.75 +1.29 % +4.03 %
3 years 14.124% -56.1 bp -209.0 bp 67.28 +1.49 % +5.60 %
5 years 13.956% -54.3 bp -194.9 bp 52.04 +2.42 % +8.85 %
7 years 13.918% -38.0 bp -191.8 bp 40.17 +2.37 % +12.40 %
10 years 13.960% -43.0 bp -183.0 bp 27.07 +3.84 % +17.29 %

10Y Bond Yield Spread - Egypt vs Main Countries

The Egypt 10Y Government Bond has a 13.960% yield. Click on Spread value for the historical serie.

A positive spread (marked by a red circle) means that the 10Y Bond Yield is higher than the corresponding foreign bond.

Clicking on the "Full Country Comparison" link, you can perform a full check of available data and see the differences between the countries.

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Egypt 10Y vs Current Spread Chg 1M Chg 6M Country Full
Comparison
Germany 10Y 1420.8 bp -43.5 -190.6
Japan 10Y 1396.1 bp -40.9 -195.4
France 10Y 1395.5 bp -38.4 -190.6
Spain 10Y 1354.0 bp -41.0 -186.3
United Kingdom 10Y 1332.5 bp -29.4 -172.8
Australia 10Y 1281.6 bp -26.3 -162.0
Italy 10Y 1258.6 bp -39.1 -159.6
Canada 10Y 1244.7 bp -32.5 -183.4
United States 10Y 1219.1 bp -28.0 -154.2
China 10Y 1086.1 bp -29.2 -175.6
Russia 10Y 775.5 bp -29.0 -68.5
India 10Y 732.7 bp -46.5 -210.2
Brazil 10Y 715.1 bp -20.2 -131.4

Egypt Government Bonds Prices

Price Simulation: bonds with a face value of 100, with different coupon rates. The overall yield is the current market yield. The highlighted column refers to the zero coupon bond.

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Residual
Maturity
Yield Bond Price - with different Coupon Rates
0% 1% 3% 5% 7% 9%
10 years 13.960% 27.07 32.29 42.74 53.19 63.64 74.09
7 years 13.918% 40.17 44.46 53.06 61.66 70.26 78.86
5 years 13.956% 52.04 55.47 62.35 69.22 76.09 82.97
3 years 14.124% 67.28 69.59 74.23 78.86 83.50 88.13
2 years 14.146% 76.75 78.39 81.68 84.97 88.26 91.54
1 year 13.801% 87.87 88.75 90.51 92.27 94.02 95.78
Maturity Date 100.00 100.00 100.00 100.00 100.00 100.00

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